While reports of Bruce Jenner's transition has been circulating for years, his family confessed they didn't see it coming.

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In fact, when they found clues (like lipstick and other makeup products), Jenner's desire to be a woman seemed to be the furthest thing from their mind.

"We thought he was having an affair," a tear-faced Kendall Jenner said of her father in last night's special episode of E!'s Keeping Up With The Kardashians: About Bruce.

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On top of that, Bruce hit the family with another blow when he admitted he was more concerned about his biological daughters, 17-year-old Kylie and Kendall, 19, would take the news of his sex change.

Still, his former stepdaughter Khloe Kardashian seemed to be the most impacted by the shocking news; even though the children knew that he enjoyed wearing clothes for women. But what surprised them the most was that he let years go by before telling them the news.

"So 'Bruce' is going to be gone within the next four or five months? I support you, but I don't think it's fair that you don't tell us how close this is in the near future."

Bruce was keeping lots of secrets from his family and didn't even tell them he was doing a tell-all interview with the infamous Diane Sawyer on ABC's 20/20. But he told them it was therapeutic for him.

"Sometimes it's easier to talk to people you don't know about this issue than it is to your kids.

Bruce said he has been struggling with his gender since he was just eight-years-old.